-43.1%
KHC vs EWJ
+138.0%
-181.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -1.8% | +2.5% | -4.3% | -2.8% |
| 30D | -1.9% | +3.3% | -5.2% | -3.3% |
| 3M | +14.4% | +5.0% | +9.4% | +11.3% |
| 6M | +8.7% | +11.5% | -2.8% | +2.5% |
| YTD | +7.8% | +22.4% | -14.6% | -3.0% |
| 1Y | -1.5% | +30.2% | -31.7% | -14.3% |
| 3Y | -9.9% | +72.8% | -82.7% | -33.9% |
| 5Y | -10.7% | +54.1% | -64.9% | -30.1% |
| 10Y | -55.7% | +140.6% | -196.3% | -75.1% |
| All | -43.1% | +138.0% | -181.1% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EWJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling